947 resultados para linear programming applications
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Background: The identification and characterization of genes that influence the risk of common, complex multifactorial disease primarily through interactions with other genes and environmental factors remains a statistical and computational challenge in genetic epidemiology. We have previously introduced a genetic programming optimized neural network (GPNN) as a method for optimizing the architecture of a neural network to improve the identification of gene combinations associated with disease risk. The goal of this study was to evaluate the power of GPNN for identifying high-order gene-gene interactions. We were also interested in applying GPNN to a real data analysis in Parkinson's disease. Results: We show that GPNN has high power to detect even relatively small genetic effects (2-3% heritability) in simulated data models involving two and three locus interactions. The limits of detection were reached under conditions with very small heritability (
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There is growing interest in the use of context-awareness as a technique for developing pervasive computing applications that are flexible, adaptable, and capable of acting autonomously on behalf of users. However, context-awareness introduces a variety of software engineering challenges. In this paper, we address these challenges by proposing a set of conceptual models designed to support the software engineering process, including context modelling techniques, a preference model for representing context-dependent requirements, and two programming models. We also present a software infrastructure and software engineering process that can be used in conjunction with our models. Finally, we discuss a case study that demonstrates the strengths of our models and software engineering approach with respect to a set of software quality metrics.
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-scale vary from a planetary scale and million years for convection problems to 100km and 10 years for fault systems simulations. Various techniques are in use to deal with the time dependency (e.g. Crank-Nicholson), with the non-linearity (e.g. Newton-Raphson) and weakly coupled equations (e.g. non-linear Gauss-Seidel). Besides these high-level solution algorithms discretization methods (e.g. finite element method (FEM), boundary element method (BEM)) are used to deal with spatial derivatives. Typically, large-scale, three dimensional meshes are required to resolve geometrical complexity (e.g. in the case of fault systems) or features in the solution (e.g. in mantel convection simulations). The modelling environment escript allows the rapid implementation of new physics as required for the development of simulation codes in earth sciences. Its main object is to provide a programming language, where the user can define new models and rapidly develop high-level solution algorithms. The current implementation is linked with the finite element package finley as a PDE solver. However, the design is open and other discretization technologies such as finite differences and boundary element methods could be included. escript is implemented as an extension of the interactive programming environment python (see www.python.org). Key concepts introduced are Data objects, which are holding values on nodes or elements of the finite element mesh, and linearPDE objects, which are defining linear partial differential equations to be solved by the underlying discretization technology. In this paper we will show the basic concepts of escript and will show how escript is used to implement a simulation code for interacting fault systems. We will show some results of large-scale, parallel simulations on an SGI Altix system. Acknowledgements: Project work is supported by Australian Commonwealth Government through the Australian Computational Earth Systems Simulator Major National Research Facility, Queensland State Government Smart State Research Facility Fund, The University of Queensland and SGI.
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Hierarchical visualization systems are desirable because a single two-dimensional visualization plot may not be sufficient to capture all of the interesting aspects of complex high-dimensional data sets. We extend an existing locally linear hierarchical visualization system PhiVis [1] in several directions: bf(1) we allow for em non-linear projection manifolds (the basic building block is the Generative Topographic Mapping -- GTM), bf(2) we introduce a general formulation of hierarchical probabilistic models consisting of local probabilistic models organized in a hierarchical tree, bf(3) we describe folding patterns of low-dimensional projection manifold in high-dimensional data space by computing and visualizing the manifold's local directional curvatures. Quantities such as magnification factors [3] and directional curvatures are helpful for understanding the layout of the nonlinear projection manifold in the data space and for further refinement of the hierarchical visualization plot. Like PhiVis, our system is statistically principled and is built interactively in a top-down fashion using the EM algorithm. We demonstrate the visualization system principle of the approach on a complex 12-dimensional data set and mention possible applications in the pharmaceutical industry.
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Linear models reach their limitations in applications with nonlinearities in the data. In this paper new empirical evidence is provided on the relative Euro inflation forecasting performance of linear and non-linear models. The well established and widely used univariate ARIMA and multivariate VAR models are used as linear forecasting models whereas neural networks (NN) are used as non-linear forecasting models. It is endeavoured to keep the level of subjectivity in the NN building process to a minimum in an attempt to exploit the full potentials of the NN. It is also investigated whether the historically poor performance of the theoretically superior measure of the monetary services flow, Divisia, relative to the traditional Simple Sum measure could be attributed to a certain extent to the evaluation of these indices within a linear framework. Results obtained suggest that non-linear models provide better within-sample and out-of-sample forecasts and linear models are simply a subset of them. The Divisia index also outperforms the Simple Sum index when evaluated in a non-linear framework. © 2005 Taylor & Francis Group Ltd.
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Due to its wide applicability and ease of use, the analytic hierarchy process (AHP) has been studied extensively for the last 20 years. Recently, it is observed that the focus has been confined to the applications of the integrated AHPs rather than the stand-alone AHP. The five tools that commonly combined with the AHP include mathematical programming, quality function deployment (QFD), meta-heuristics, SWOT analysis, and data envelopment analysis (DEA). This paper reviews the literature of the applications of the integrated AHPs. Related articles appearing in the international journals from 1997 to 2006 are gathered and analyzed so that the following three questions can be answered: (i) which type of the integrated AHPs was paid most attention to? (ii) which area the integrated AHPs were prevalently applied to? (iii) is there any inadequacy of the approaches? Based on the inadequacy, if any, some improvements and possible future work are recommended. This research not only provides evidence that the integrated AHPs are better than the stand-alone AHP, but also aids the researchers and decision makers in applying the integrated AHPs effectively.
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This paper formulates several mathematical models for determining the optimal sequence of component placements and assignment of component types to feeders simultaneously or the integrated scheduling problem for a type of surface mount technology placement machines, called the sequential pick-andplace (PAP) machine. A PAP machine has multiple stationary feeders storing components, a stationary working table holding a printed circuit board (PCB), and a movable placement head to pick up components from feeders and place them to a board. The objective of integrated problem is to minimize the total distance traveled by the placement head. Two integer nonlinear programming models are formulated first. Then, each of them is equivalently converted into an integer linear type. The models for the integrated problem are verified by two commercial packages. In addition, a hybrid genetic algorithm previously developed by the authors is adopted to solve the models. The algorithm not only generates the optimal solutions quickly for small-sized problems, but also outperforms the genetic algorithms developed by other researchers in terms of total traveling distance.
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We compare the Q parameter obtained from the semi-analytical model with scalar and vector models for two realistic transmission systems. First a linear system with a compensated dispersion map and second a soliton transmission system.
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The inclusion of high-level scripting functionality in state-of-the-art rendering APIs indicates a movement toward data-driven methodologies for structuring next generation rendering pipelines. A similar theme can be seen in the use of composition languages to deploy component software using selection and configuration of collaborating component implementations. In this paper we introduce the Fluid framework, which places particular emphasis on the use of high-level data manipulations in order to develop component based software that is flexible, extensible, and expressive. We introduce a data-driven, object oriented programming methodology to component based software development, and demonstrate how a rendering system with a similar focus on abstract manipulations can be incorporated, in order to develop a visualization application for geospatial data. In particular we describe a novel SAS script integration layer that provides access to vertex and fragment programs, producing a very controllable, responsive rendering system. The proposed system is very similar to developments speculatively planned for DirectX 10, but uses open standards and has cross platform applicability. © The Eurographics Association 2007.
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This thesis is a study of three techniques to improve performance of some standard fore-casting models, application to the energy demand and prices. We focus on forecasting demand and price one-day ahead. First, the wavelet transform was used as a pre-processing procedure with two approaches: multicomponent-forecasts and direct-forecasts. We have empirically compared these approaches and found that the former consistently outperformed the latter. Second, adaptive models were introduced to continuously update model parameters in the testing period by combining ?lters with standard forecasting methods. Among these adaptive models, the adaptive LR-GARCH model was proposed for the fi?rst time in the thesis. Third, with regard to noise distributions of the dependent variables in the forecasting models, we used either Gaussian or Student-t distributions. This thesis proposed a novel algorithm to infer parameters of Student-t noise models. The method is an extension of earlier work for models that are linear in parameters to the non-linear multilayer perceptron. Therefore, the proposed method broadens the range of models that can use a Student-t noise distribution. Because these techniques cannot stand alone, they must be combined with prediction models to improve their performance. We combined these techniques with some standard forecasting models: multilayer perceptron, radial basis functions, linear regression, and linear regression with GARCH. These techniques and forecasting models were applied to two datasets from the UK energy markets: daily electricity demand (which is stationary) and gas forward prices (non-stationary). The results showed that these techniques provided good improvement to prediction performance.
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The underlying work to this thesis focused on the exploitation and investigation of photosensitivity mechanisms in optical fibres and planar waveguides for the fabrication of advanced integrated optical devices for telecoms and sensing applications. One major scope is the improvement of grating fabrication specifications by introducing new writing techniques and the use of advanced characterisation methods for grating testing. For the first time the polarisation control method for advanced grating fabrication has successfully been converted to apodised planar waveguide fabrication and the development of a holographic method for the inscription of chirped gratings at arbitrary wavelength is presented. The latter resulted in the fabrication of gratings for pulse-width suppression and wavelength selection in diode lasers. In co-operation with research partners a number of samples were tested using optical frequency domain and optical low coherence reflectometry for a better insight into the limitations of grating writing techniques. Using a variety of different fabrication methods, custom apodised and chirped fibre Bragg gratings were written for the use as filter elements for multiplexer-demultiplexer devices, as well as for short pulse generation and wavelength selection in telecommunication transmission systems. Long period grating based devices in standard, speciality and tapered fibres are presented, showing great potential for multi-parameter sensing. One particular scope is the development of vectorial curvature and refractive index sensors with potential for medical, chemical and biological sensing. In addition the design of an optically tunable Mach-Zehnder based multiwavelength filter is introduced. The discovery of a Type IA grating type through overexposure of hydrogen loaded standard and Boron-Germanium co-doped fibres strengthened the assumption of UV-photosensitivity being a highly non-linear process. Gratings of this type show a significantly lower thermal sensitivity compared to standard gratings, which makes them useful for sensing applications. An Oxford Lasers copper-vapour laser operating at 255 nm in pulsed mode was used for their inscription, in contrast to previous work using CW-Argon-Ion lasers and contributing to differences in the processes of the photorefractive index change
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The consequences of fabricating Bragg gratings in various fibres, with or without hydrogen loading, and with varying laser power levels are explored. Three new techniques for fabricating chirped gratings are presented. Beams with dissimilar wavefront curvatures are interfered to give chirped gratings. With the same aim techniques of writing gratings on tapered fibres and on deformed fibres are also covered. With these techniques, a wide variety of gratings has been fabricated from the 'superbroad' (with bandwidths of up to 180 nm), small to medium bandwidth gratings with linear chirp profiles and quadratic chirped gratings. It is demonstrated that chirped grating can be concatenated to form all-fibre Fabry-Perot and Moiré resonators. These are further concatenated with chirped gratings to produce filters with narrow passbands and very broad stopbands. A number of other applications are also addressed. The use of chirped fibre gratings for dispersion compensation and femtosecond chirped pulse amplification is demonstrated. Chirped gratings are used as dispersive elements in modelocked fibre lasers producing ultrashort pulses. A chirped fibre grating Fabry-Perot transmission filter is used in a continuous wave laser that exhibits eleven simultaneously lasing wavelengths. Finally, the use of grating-coupler devices as variable reflectivity mirrors for laser optimisation and gain clamping is considered.
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In this paper we develop set of novel Markov chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. Flexible blocking strategies are introduced to further improve mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample, applications the algorithm is accurate except in the presence of large observation errors and low observation densities, which lead to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient.
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Aromatic and aliphatic diacid chlorides were used to condense naturally occurring diamino acids and their esterified derivatives. It was anticipated the resulting functional polyamides would biodegrade to physiologically acceptable compounds and show pH dependant solubility could be used for biomedical applications ranging from enteric coatings to hydrosoluble drug delivery vehicles capable of targeting areas of low physiological pH. With these applications in mind the polymers were characterised by infra red spectroscopy, gel permeation chromatography and in the case of aqueous soluble polymers by potentiometric titration. Thin films of poly (lysine ethyl ester isophthalamide) plasticised with poly (caprolactone) were cast from DMSO/chloroform solutions and their mechanical properties measured on a Hounsfield Hti tensiometer. Interfacial synthesis was investigated as a synthetic route for the production of linear functional polyamides. High molecular weight polymer was obtained only when esterified diamino acids were condensed with aromatic diacid chlorides. The method was unsuitable for the production of copolymers of free and esterified amino acids with a diacid chloride. A novel miscible mixed solvent single phase reaction was investigated for production of copolymers of esterified and non-esterified amino acids with diacid chlorides. Aliphatic diacid chlorides were unsuitable for condensing diamino acids using this technique because of high rates of hydrolysis. The technique gave high molecular weight homopolymers from esterified diamino acids and aromatic diacid chlorides.
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The aims of this project were:1) the synthesis of a range of new polyether-based vinylic monomers and their incorporation into poly(2-hydroxyethyl methacrylate) (poly(HEMA)) based hydrogel networks, of interest to the contact lens industry.2) the synthesis of a range of alkyltartronic acids, and their derivatives. These molecules may ultimately be used to produce functionalised poly(-hydroxy acids) of potential interest in either drug delivery or surgical suture applications. The novel syntheses of a range of both methoxy poly(ethylene glycol) acrylates (MPEGAs) and poly(ethylene glycol) acrylates (PEGAs) are described. Products were obtained in very good yields. These new polyether-based vinylic monomers were copolymerised with 2-hydroxyethyl methacrylate (HEMA) to produce a range of hydrogels. The equilibrium water contents (EWC) and surface properties of these copolymers containing linear polyethers were examined. It was found that the EWC was enhanced by the presence of the hydrophilic polyether chains.Results suggest that the polyether side chains express themselves at the polymer surface, thus dictating the surface properties of the gels. Consequentially, this leads to an advantageous reduction in the surface adhesion of biological species. A synthesis of a range of alkyltartronic acids is also described. The acids prepared were obtained in very good yields using a novel four-stage synthesis. These acids were modified to give potassium monoethyl alkyltartronates. Although no polyesterification is described in this thesis, these modified alkyltartronic acid derivatives are considered to be potentially excellent starting materials for poly (alkyltartronic acid) synthesis via anhydrocarboxylate or anhydrosulphite cyclic monomers.